How to get grease pencil rim effect?
What version of Blender are you using?

The stable version (Blender 2.79) doesn't have the "new" Grease Pencil, which comes with the rim effect.

To experiment with the new tools, you might want to try the version of Blender currently being tested: Blender 2.8 alpha. It is an alpha so it's not guaranteed to be stable nor will necessarily stay the same until the final release early next year.

More information about the Grease Pencil improvements in this and this video.